InspectChangepoint: High-Dimensional Changepoint Estimation via Sparse Projection

Provides a data-driven projection-based method for estimating changepoints in high-dimensional time series. Multiple changepoints are estimated using a (wild) binary segmentation scheme.

Version: 1.2
Imports: stats, graphics, MASS
Suggests: RSpectra
Published: 2022-05-03
DOI: 10.32614/CRAN.package.InspectChangepoint
Author: Tengyao Wang, Bertille Follain and Richard Samworth
Maintainer: Tengyao Wang <t.wang59 at>
License: GPL-3
NeedsCompilation: no
In views: TimeSeries
CRAN checks: InspectChangepoint results


Reference manual: InspectChangepoint.pdf


Package source: InspectChangepoint_1.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): InspectChangepoint_1.2.tgz, r-oldrel (arm64): InspectChangepoint_1.2.tgz, r-release (x86_64): InspectChangepoint_1.2.tgz, r-oldrel (x86_64): InspectChangepoint_1.2.tgz
Old sources: InspectChangepoint archive


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